Repairing With Guild Bank
You can only use guild funds to repair if your repair bill is less than or equal to the guild funds available. If your repair bill is higher you either need to pay for it all yourself, or manually repair items one by one to bring your total repair cost down below your available guild funds. Obviously you should be hit the repair with guild funds button and use all of your available funds and have the rest come out of your own pocket if needed.
Switching Enemy Targets Quickly
Often times there is need to flip quickly to a second target and interrupt, crowd control, or even just changing targets because you've just killed your current one. With the introduction of the spells/abilities on your action bars being cast/used on mouse down hitting a hotkey for your interrupt and clicking an enemy at the same time (the click on the enemy slightly before the hotkey) you end up wasting the interrupt on your previous target. Why? Your target doesn't change until you let go of the mouse button.
Spell/Ability Highlighting With Macros
Update: Turns out the highlighting issue was addressed in 4.3 and now works, but I still get to complain about macros not working for special proc'ed abilities.
With Cataclysm came the action bar enhancement that highlights proc enhanced abilities by putting a shiny golden yellow border around them. This feature doesn't work for spells or abilities in macros. Pretty annoying to miss out on a really helpful UI feature just because you can't efficiently play your class without macros. To add insult to injury Some of the procs that enhance abilities also change the name of the ability making macroing the ability exceedingly difficult. For example, hunters can't macro throwing a trap without doing research on the new name of the trap ability when being thrown. Similarly for cats, they cannot macro feral charge with ravage without using the modified spell name "Ravage!".
Can't Use Alt-F4 as a Hotkey
The function keys, specifically F1-F5 are so handy to bind to spells/abilities due to their proximity to WASD, the default movement keys. Of course with the best of intentions I stick only abilities that I would never use my self targeting alt modifier on the F4 key, but once in a while I slip up and boom I have to log back in mid dungeon. Alt-F4 may be a windows shortcut, but the warcraft client can choose to ignore that event and remain running if it were programmed to do so, and it should be.
Can't Transmogrify Directly From Void Storage
This was actually addressed in a blue post recently and said to be a "feature", but it's still damn annoying. The whole point of void storage is to save old gear for sentimental reasons, this is also most likely the gear you are going to use for transmogrification. So every time I get a gear upgrade I have to take the item I want to copy out of void storage, do my transmogrification and put it back. If the additional gold cost is important, then just charge more for the transmogrification when using an item in void storage as a template, but don't make the process annoying.